ETF Index Definitions
Index performance is shown for illustrative purposes only and does not
predict or depict the performance of the Funds. Indices are unmanaged,
include the reinvestment of dividends and cannot be purchased directly
by investors. Past performance does not guarantee future results.
Fund Name
Index Name
Index Description
Oppenheimer Large Cap
Revenue ETF
OFI Revenue Weighted
Large Cap Index
A custom index that is constructed by re-weighting the constituent securities of the
S&P 500 according to revenue earned, subject to certain asset diversification
requirements. The OFI Revenue Weighted Large Cap Index generally contains the
same securities as the S&P 500, but in different proportions.
Oppenheimer Large Cap
Revenue ETF
S&P 500® Index
The S&P 500® Index is a capitalization-weighted index of 500 stocks intended to be
a representative sample of leading companies in leading industries within the U.S.
economy. Index includes reinvestment of dividends but does not include fees,
expenses, or taxes. The index is unmanaged and cannot be purchased directly by
investors.
Oppenheimer Mid Cap
Revenue ETF
OFI Revenue Weighted Mid
Cap Index
A custom index constructed by re-weighting the constituent securities of the S&P
Mid Cap 400 by revenue earned, subject to certain asset diversification
requirements. The OFI Revenue Weighted Mid Cap Index generally contains the
same securities as the S&P Mid Cap 400, but in different proportions.
Oppenheimer Mid Cap
Revenue ETF
S&P Mid Cap 400® Index
The S&P MidCap 400® provides investors with a benchmark for mid-sized
companies. The index, which is distinct from the large-cap S&P 500®, measures
the performance of mid-sized companies, reflecting the distinctive risk and return
characteristics of this market segment.
Oppenheimer Small Cap
Revenue ETF
OFI Revenue Weighted Small
Cap Index
A custom index constructed by re-weighting the constituent securities of the S&P
Small Cap 600 according to revenue earned, subject to certain asset diversification
requirements. The OFI Revenue Weighted Small Cap Index generally contains the
same securities as the S&P Small Cap 600, but in different proportions.
Oppenheimer Small Cap
Revenue ETF
S&P SmallCap 600® Index
The S&P SmallCap 600® measures the small-cap segment of the U.S. equity market.
The index is designed to track companies that meet specific inclusion criteria to
ensure that they are liquid and financially viable.
Oppenheimer Financials
Sector Revenue ETF
OFI Revenue Weighted
Financials Sector Index
A custom index constructed by re-weighting the constituent securities of the S&P
500 Financials Index™ by revenue earned, subject to certain asset diversification
requirements. The OFI Revenue Weighted Financials Sector Index generally
contains the same securities as the S&P 500 Financials Index, but in different
proportions.
Oppenheimer Financials
Sector Revenue ETF
S&P 500® Financials (Sector)
Index
The S&P 500® Financials Index comprises those companies included in the S&P 500
that are classified as members of the GICS® financials sector.
Oppenheimer Ultra Dividend
Revenue ETF
OFI Revenue Weighted Ultra
Dividend Index
A custom index constructed by identifying the top 60 securities from the S&P 900®
Index with the highest average of the 1-year trailing dividend yields for the current
quarter and each of the past three quarters (excluding securities that have issued a
special dividend over that time period), and re-weighting those securities according
to the revenue earned by the companies, subject to certain asset diversification
requirements and a maximum 5% per company weighting. The OFI Revenue
Weighted Ultra Dividend Index™ generally contains a subset of the securities in the
S&P 900 Index, in different proportions.
Oppenheimer Ultra Dividend
Revenue ETF
S&P 900® Index
The S&P 900® combines the S&P 500® and the S&P MidCap 400® to form an
investable benchmark for the mid- to large-cap segment of the U.S. equity market..
Oppenheimer ESG Revenue
ETF
OFI Revenue Weighted ESG
Index
The Oppenheimer Revenue Factor ESG Index starts with an initial index universe of
the S&P 500 index constituents. A 3rd party scoring system is used to measure the
strength of each pillar of Environmental, Social, and governance for every company
in the S&P 500. The scoring system is weighted against industry based biases. An
overall composite score is then applied based on the score of each pillar. Those
that scored in the top 50th percentile or higher within their industry is the selected
into the final universe. Those companies, at month end of each quarter end, are
then weighted by the sum of each of their most recent 4 quarters of revenue
relative to each other.
Oppenheimer ESG Revenue
ETF
S&P 500® Index
The S&P 500® Index is a capitalization-weighted index of 500 stocks intended to be
a representative sample of leading companies in leading industries within the U.S.
economy. Index includes reinvestment of dividends but does not include fees,
expenses, or taxes. The index is unmanaged and cannot be purchased directly by
investors.
Fund Name
Index Name
Index Description
Oppenheimer Global ESG
Revenue ETF
OFI Revenue Weighted
Global ESG Index
The Oppenheimer Revenue Weighted ESG Index starts with an initial index
universe of the MSCI All Country World index constituents. The MSCI ESG scoring
system is used to measure the strength of each pillar of Environmental, Social, and
governance on an industry adjusted basis (the score used for the assessment) for
every company in the MSCI ACWI. The scoring system is weighted against industry
based biases. An industry adjusted score is then calculated for each company.
Those that scored in the top 50th percentile or better within the index are
selected. We then measure that universe and select the top 50th percentile of
that grouping by their sharpe ratios. Those companies, at month end of each
quarter end, are then weighted by the sum of each of their most recent 4 calendar
quarters of revenue relative to each other.
Oppenheimer Global ESG
Revenue ETF
MSCI® ACWI
The MSCI® ACWI is a free float-adjusted market capitalization weighted index that
is designed to measure the equity market performance of developed and emerging
markets. The index is unmanaged, includes the reinvestment of dividends and
cannot be purchased directly by investors.
The custom indices discussed above are the property of VTL Associates, LLC, which has contracted with S&P Opco, LLC (a subsidiary of S&P
Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to calculate and maintain the indices. The indices are not sponsored by S&P Dow Jones
Indices or its affiliates. Neither S&P Dow Jones Indices, SPFS, nor any of their affiliates will be liable for any errors or omissions in calculating
the indices. “Calculated by S&P Dow Jones Indices” and the related stylized mark(s) are service marks of S&P Dow Jones Indices Standard &
Poor’s Financial Services LLC (“SPFS”) and have been licensed for use by VTL Associates, LLC. S&P® is a registered trademark of Standard &
Poor’s Financial Services LLC, and Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”). S&P Dow Jones
Indices and sublicensed for certain purposes by VTL Associates, LLC.